TX Rail Products Inc (TXRP)
0.0749
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
TX Rail Products Max Drawdown (5Y): 92.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.71% |
March 31, 2024 | 92.71% |
February 29, 2024 | 94.44% |
January 31, 2024 | 94.44% |
December 31, 2023 | 94.44% |
November 30, 2023 | 94.44% |
October 31, 2023 | 94.44% |
September 30, 2023 | 94.45% |
August 31, 2023 | 94.86% |
July 31, 2023 | 94.86% |
June 30, 2023 | 94.86% |
May 31, 2023 | 94.86% |
April 30, 2023 | 94.86% |
March 31, 2023 | 94.86% |
February 28, 2023 | 94.86% |
January 31, 2023 | 94.86% |
December 31, 2022 | 94.86% |
November 30, 2022 | 94.86% |
October 31, 2022 | 94.86% |
September 30, 2022 | 94.86% |
August 31, 2022 | 94.86% |
July 31, 2022 | 94.86% |
June 30, 2022 | 94.86% |
May 31, 2022 | 94.86% |
April 30, 2022 | 94.86% |
Date | Value |
---|---|
March 31, 2022 | 94.86% |
February 28, 2022 | 94.86% |
January 31, 2022 | 94.86% |
December 31, 2021 | 94.86% |
November 30, 2021 | 94.86% |
October 31, 2021 | 95.71% |
September 30, 2021 | 97.50% |
August 31, 2021 | 97.86% |
July 31, 2021 | 97.86% |
June 30, 2021 | 97.86% |
May 31, 2021 | 97.86% |
April 30, 2021 | 97.86% |
March 31, 2021 | 97.86% |
February 28, 2021 | 97.86% |
January 31, 2021 | 97.86% |
December 31, 2020 | 97.86% |
November 30, 2020 | 97.86% |
October 31, 2020 | 97.86% |
September 30, 2020 | 97.86% |
August 31, 2020 | 97.86% |
July 31, 2020 | 97.86% |
June 30, 2020 | 97.86% |
May 31, 2020 | 97.86% |
April 30, 2020 | 97.86% |
March 31, 2020 | 97.86% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
92.71%
Minimum
Mar 2024
97.86%
Maximum
May 2019
96.20%
Average
95.29%
Median
Max Drawdown (5Y) Benchmarks
Beacon Roofing Supply Inc | 81.98% |
Pool Corp | 50.53% |
DXP Enterprises Inc | 77.28% |
Distribution Solutions Group Inc | 58.03% |
Titan Machinery Inc | 70.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 78.96 |
Beta (5Y) | -1.771 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 168.0% |
Historical Sharpe Ratio (5Y) | 0.3526 |
Historical Sortino (5Y) | 1.416 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.67% |